I'm trying to avoid shelling out an annual fee to XE for UK foreign exchange data. The European Central Bank provides a feed with Euro as base currency and the Bank of NZ has one for NZD. Surely there's a GBP equivalent?

Similarly, I was looking for an RSS feed for forex (although in Euro). The closest I could find was XE's Email service (which works of GBP, free for personal non-commercial use), and I send it to Bloglines as an email subscription.

I looked at the ECB page you link to, but I don't see an RSS feed there for currency data, just press releases and so forth. Could you post the RSS feed address here? Thanks....

ino.com is fairly easy to scrape, but I think scraping is against their TOS (or was a few years ago).

OandA has "real time" quotes on their front page, though I suspect they are actually delayed. It wouldn't be hard to scrape from their popup window, assuming it isn't agains their TOS. OandA is a very well regarded broker in the retail FX world.

If you needed truly real-time and high-frequency quotes, you would want to take a look at interactive brokers. They offer a free API, but you need to fund your account with $10k or so in order to open it.

IB does have a free delyed "demo" feed. You can connect with the API for $0, as you don't even need an account. On a high-frequency (under a minute) basis, the data is very inacurate. On a daily basis, it is proably fine.

I have an account with IB, and use both their retail quote feed and the "paptertrading" quote feed for developing trading systems. I havn't touched the demo feed in nearly a year.

If you only need daily data, don't spend any money. There are too many free sources out there. I pay $10 / month to kep my IB account open when I'm not trading, and pull down quotes every second, or whenever IB pushes them down to me (often 100ms or less between quotes).

Also, keep in mind that FX isn't traded on an exchange, it is an OTC market between banks. Depending on your application, you may want to source quotes from multiple brokers. On a daily basis, this may not be an issue. If your computations are down to the pip, then you will need to spend some effort locating good quotes.